Super Energy (Thailand) Market Value
| SUPER Stock | THB 0.18 0.01 5.26% |
| Symbol | Super |
Super Energy 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Super Energy's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Super Energy.
| 01/01/2025 |
| 03/02/2025 |
If you would invest 0.00 in Super Energy on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Super Energy or generate 0.0% return on investment in Super Energy over 60 days. Super Energy is related to or competes with WHA Public, Bangkok Expressway, Charoen Pokphand, Energy Absolute, and Quality Houses. Super Energy Corporation Public Company Limited, together with its subsidiaries, generates and sells electricity in Thai... More
Super Energy Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Super Energy's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Super Energy upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.82 | |||
| Value At Risk | (5.26) | |||
| Potential Upside | 5.56 |
Super Energy Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Super Energy's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Super Energy's standard deviation. In reality, there are many statistical measures that can use Super Energy historical prices to predict the future Super Energy's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.63) | |||
| Total Risk Alpha | (0.53) | |||
| Treynor Ratio | 3.07 |
Super Energy Backtested Returns
Super Energy owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the firm had a -0.19 % return per unit of risk over the last 3 months. Super Energy exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Super Energy's Risk Adjusted Performance of (0.14), coefficient of variation of (506.91), and Variance of 9.84 to confirm the risk estimate we provide. The entity has a beta of -0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Super Energy are expected to decrease at a much lower rate. During the bear market, Super Energy is likely to outperform the market. At this point, Super Energy has a negative expected return of -0.61%. Please make sure to validate Super Energy's treynor ratio, kurtosis, as well as the relationship between the Kurtosis and day typical price , to decide if Super Energy performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.78 |
Good predictability
Super Energy has good predictability. Overlapping area represents the amount of predictability between Super Energy time series from 1st of January 2025 to 31st of January 2025 and 31st of January 2025 to 2nd of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Super Energy price movement. The serial correlation of 0.78 indicates that around 78.0% of current Super Energy price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Super Energy lagged returns against current returns
Autocorrelation, which is Super Energy stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Super Energy's stock expected returns. We can calculate the autocorrelation of Super Energy returns to help us make a trade decision. For example, suppose you find that Super Energy has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Super Energy regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Super Energy stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Super Energy stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Super Energy stock over time.
Current vs Lagged Prices |
| Timeline |
Super Energy Lagged Returns
When evaluating Super Energy's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Super Energy stock have on its future price. Super Energy autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Super Energy autocorrelation shows the relationship between Super Energy stock current value and its past values and can show if there is a momentum factor associated with investing in Super Energy.
Regressed Prices |
| Timeline |
Building efficient market-beating portfolios requires time, education, and a lot of computing power!
The Portfolio Architect is an AI-driven system that provides multiple benefits to our users by leveraging cutting-edge machine learning algorithms, statistical analysis, and predictive modeling to automate the process of asset selection and portfolio construction, saving time and reducing human error for individual and institutional investors.
Try AI Portfolio ArchitectOther Information on Investing in Super Stock
Super Energy financial ratios help investors to determine whether Super Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Super with respect to the benefits of owning Super Energy security.